-6.7%
IP vs CRL
+97.0%
-103.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -2.0% |
| 7D | -0.9% | +8.9% | -9.8% | -2.8% |
| 30D | +6.7% | +14.0% | -7.3% | +2.7% |
| 3M | -16.6% | +19.8% | -36.4% | -20.9% |
| 6M | +6.0% | +102.0% | -96.0% | -13.5% |
| YTD | -10.7% | +70.8% | -81.5% | -25.1% |
| 1Y | -6.7% | +98.7% | -105.4% | -31.3% |
| All | -6.7% | +97.0% | -103.6% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling